+18.3%
APD vs RVMD
+425.4%
-407.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.3% | +2.4% | +0.3% |
| 7D | +3.8% | -10.4% | +14.2% | +4.6% |
| 30D | +8.2% | -11.0% | +19.2% | +9.0% |
| 3M | +4.3% | -14.7% | +19.0% | +5.3% |
| 6M | +4.7% | +14.9% | -10.2% | +3.1% |
| YTD | +31.5% | +116.3% | -84.8% | +21.0% |
| 1Y | +23.5% | +167.6% | -144.1% | +11.3% |
| 3Y | +29.1% | +776.8% | -747.7% | +2.9% |
| All | +18.3% | +425.4% | -407.2% | -8.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded RVMD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling